Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes
Year of publication: |
2012
|
---|---|
Authors: | Gollier, Christian |
Institutions: | CESifo |
Subject: | asset prices | term structure | risk premium | decreasing discount rates | uncertain growth | CO2 beta | rare events | macroeconomic catastrophes |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4052 |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; Q54 - Climate; Natural Disasters |
Source: |
-
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian, (2012)
-
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian, (2012)
-
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian, (2012)
- More ...
-
On the Underestimation of the Precautionary Effect in Discounting
Gollier, Christian, (2011)
-
Discounting, Inequalities and Economic Convergence
Gollier, Christian, (2010)
-
Asset Pricing with Uncertain Betas: A Long-Term Perspective
Gollier, Christian, (2013)
- More ...